+246.5%
GM vs WST
+1,881.7%
-1,635.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | -1.4% | -3.1% | +1.8% | -0.5% |
| 3M | +5.9% | +7.2% | -1.3% | +3.6% |
| 6M | +12.4% | +36.8% | -24.4% | +2.2% |
| YTD | +8.6% | +23.8% | -15.2% | +1.3% |
| 1Y | +52.6% | +37.8% | +14.8% | +37.2% |
| 3Y | +169.7% | -15.9% | +185.5% | +161.9% |
| 5Y | +87.5% | -25.8% | +113.4% | +83.6% |
| 10Y | +233.0% | +319.6% | -86.6% | +40.9% |
| All | +246.5% | +1,881.7% | -1,635.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling